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On the distribution of Hotelling's one-sample T2 under moderate non-normality
Published online by Cambridge University Press: 14 July 2016
Abstract
The asymptotic distribution of Hotelling's one-sample T2 in multivariate Edgeworth populations is expanded to terms of the first order. Comparison with published simulation results indicates that the result is quite useful, even in cases where the underlying population is not well represented by an Edgeworth expansion.
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- Part 5 — Statistical Theory
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- Copyright © 1982 Applied Probability Trust
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